Global Acquisitions Stock Market Value
| AASP Stock | USD 2.70 0.30 12.50% |
| Symbol | Global |
Global Acquisitions 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Global Acquisitions' pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Global Acquisitions.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Global Acquisitions on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Global Acquisitions or generate 0.0% return on investment in Global Acquisitions over 90 days. Global Acquisitions is related to or competes with Ambase Corp, and Altex Industries. Global Acquisitions Corporation does not have significant operations More
Global Acquisitions Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Global Acquisitions' pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Global Acquisitions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.04 | |||
| Information Ratio | 0.1344 | |||
| Maximum Drawdown | 73.46 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 35.29 |
Global Acquisitions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Acquisitions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Acquisitions' standard deviation. In reality, there are many statistical measures that can use Global Acquisitions historical prices to predict the future Global Acquisitions' volatility.| Risk Adjusted Performance | 0.1153 | |||
| Jensen Alpha | 1.56 | |||
| Total Risk Alpha | 4.32 | |||
| Sortino Ratio | 0.1317 | |||
| Treynor Ratio | (0.92) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Global Acquisitions' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Global Acquisitions Backtested Returns
Global Acquisitions is abnormally volatile given 3 months investment horizon. Global Acquisitions holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.49% are justified by taking the suggested risk. Use Global Acquisitions Risk Adjusted Performance of 0.1153, market risk adjusted performance of (0.91), and Downside Deviation of 15.04 to evaluate company specific risk that cannot be diversified away. Global Acquisitions holds a performance score of 8 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -1.99, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Global Acquisitions are expected to decrease by larger amounts. On the other hand, during market turmoil, Global Acquisitions is expected to outperform it. Use Global Acquisitions treynor ratio, as well as the relationship between the semi variance and rate of daily change , to analyze future returns on Global Acquisitions.
Auto-correlation | 0.06 |
Virtually no predictability
Global Acquisitions has virtually no predictability. Overlapping area represents the amount of predictability between Global Acquisitions time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Global Acquisitions price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Global Acquisitions price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Global Acquisitions lagged returns against current returns
Autocorrelation, which is Global Acquisitions pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Global Acquisitions' pink sheet expected returns. We can calculate the autocorrelation of Global Acquisitions returns to help us make a trade decision. For example, suppose you find that Global Acquisitions has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Global Acquisitions regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Global Acquisitions pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global Acquisitions pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global Acquisitions pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Global Acquisitions Lagged Returns
When evaluating Global Acquisitions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global Acquisitions pink sheet have on its future price. Global Acquisitions autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Global Acquisitions autocorrelation shows the relationship between Global Acquisitions pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Global Acquisitions.
Regressed Prices |
| Timeline |
Pair Trading with Global Acquisitions
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Global Acquisitions position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Global Acquisitions will appreciate offsetting losses from the drop in the long position's value.Moving against Global Pink Sheet
| 0.5 | WMT | Walmart | PairCorr |
| 0.44 | CVX | Chevron Corp | PairCorr |
| 0.43 | JPM | JPMorgan Chase | PairCorr |
| 0.4 | GE | GE Aerospace | PairCorr |
| 0.36 | CSCO | Cisco Systems | PairCorr |
The ability to find closely correlated positions to Global Acquisitions could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Global Acquisitions when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Global Acquisitions - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Global Acquisitions to buy it.
The correlation of Global Acquisitions is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Global Acquisitions moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Global Acquisitions moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Global Acquisitions can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Global Pink Sheet Analysis
When running Global Acquisitions' price analysis, check to measure Global Acquisitions' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Global Acquisitions is operating at the current time. Most of Global Acquisitions' value examination focuses on studying past and present price action to predict the probability of Global Acquisitions' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Global Acquisitions' price. Additionally, you may evaluate how the addition of Global Acquisitions to your portfolios can decrease your overall portfolio volatility.